+40.9%
O vs ZS
+10.3%
+30.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | 0.0% |
| 7D | +0.6% | -13.7% | +14.2% | +0.4% |
| 30D | +9.4% | -14.2% | +23.6% | +9.2% |
| 3M | -2.4% | +8.5% | -10.9% | -2.2% |
| 6M | -1.9% | +30.2% | -32.0% | -1.3% |
| YTD | +10.5% | -13.8% | +24.3% | +11.8% |
| 1Y | +10.0% | -41.5% | +51.5% | +12.6% |
| All | +40.9% | +10.3% | +30.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling